+3,641.2%
CLS vs OMC
+33.7%
+3,607.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +6.2% |
| 7D | +12.8% | -5.8% | +18.5% | +15.0% |
| 30D | +3.8% | -4.8% | +8.6% | +5.4% |
| 3M | -14.6% | +9.2% | -23.9% | -17.7% |
| 6M | +32.2% | -2.5% | +34.7% | +32.2% |
| YTD | +11.6% | +2.6% | +9.1% | +8.4% |
| 1Y | +35.1% | +5.9% | +29.1% | +27.4% |
| 3Y | +1,312.5% | +14.2% | +1,298.4% | +1,119.6% |
| All | +3,641.2% | +33.7% | +3,607.4% | +2,400.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling